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XRP-USD vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility

Performance

XRP-USD vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XRP-USD achieves a -37.24% return, which is significantly lower than MSFT's -14.48% return.


XRP-USD

1D
-0.09%
1M
-18.75%
YTD
-37.24%
6M
-44.31%
1Y
-49.12%
3Y*
28.98%
5Y*
4.64%
10Y*

MSFT

1D
-1.18%
1M
-0.60%
YTD
-14.48%
6M
-15.77%
1Y
-11.77%
3Y*
8.85%
5Y*
11.09%
10Y*
24.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRP-USD
XRP
-37.24%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%
MSFT
Microsoft Corporation
-14.48%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%

Correlation

The correlation between XRP-USD and MSFT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.13

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Return for Risk

XRP-USD vs. MSFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 2424
Overall Rank
MSFT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 2121
Sortino Ratio Rank
MSFT Omega Ratio Rank: 2020
Omega Ratio Rank
MSFT Calmar Ratio Rank: 3131
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XRP-USD vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Microsoft Corporation (MSFT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XRP-USDMSFTDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

0.90

0.94

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.71

-0.35

-0.36

Martin ratioReturn relative to average drawdown

-1.13

-0.73

-0.40

XRP-USD vs. MSFT - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.73, which is lower than the MSFT Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of XRP-USD and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XRP-USDMSFTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

-0.47

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.42

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.74

-0.20

Drawdowns

XRP-USD vs. MSFT - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for XRP-USD and MSFT.


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Drawdown Indicators


XRP-USDMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-69.38%

-26.49%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-33.91%

-35.32%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-33.91%

-35.32%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-37.15%

-40.68%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

-67.51%

-23.56%

-43.95%

Average Drawdown

Average peak-to-trough decline

-71.01%

-21.78%

-49.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

16.13%

+27.85%

Volatility

XRP-USD vs. MSFT - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.20% compared to Microsoft Corporation (MSFT) at 10.25%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.20%

10.25%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

22.36%

+23.64%

Volatility (1Y)

Calculated over the trailing 1-year period

56.17%

25.31%

+30.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.40%

26.64%

+45.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.80%

27.06%

+84.74%

Frequently Asked Questions


XRP-USD and MSFT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRP-USD has higher volatility (14.20%) compared to MSFT (10.25%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs MSFT's -69.38%.

MSFT currently has the higher Sharpe Ratio (-0.47 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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